I don't know how to go about the shoes..
They look like thigh highs, but they're really skin tight. I can't tell if they are black, or some sort of dark blue-ish color. It varies according to fan art/coloring.
Some cosplayers I've seen, they just got some regular black boots and then wore some leggings. But I think it makes the whole leg look choppy, and doesn't look like what it's supposed to look like.
I'm concerned that if I get the thigh high boots, it won't be skin tight and look frumpy and slouchy. But I think I can fix that by adding the straps/buckles that are at the top of the boots.
I found some suede thigh highs, but there isn't a pair in black. Do you think I can get away with charcoal gray (suede) or dark brown (leatherette)?

Just a suggestion, you could use a simple basic flat for the base and build a boot cover for the whole thing. You could use some nice opaque, stretchy fabric and it would give the same stocking-like look as the manga. On the other hand, you could use a thicker fabric and incorporate a zipper into the back (although that is not a feat I would try myself.) I think that the boots you linked would suit the costume as well though, especially with the added buckles.